Not all altimiters shunt when they are off. In the past there have been problems with ematches blowing when people reversed polarity going into their electronics, power oscillation caused by twisating wires together instead of using a switch & bumping the rocket among others. Shunting is not a bad idea although I think most people don't do it.
I don't think I've ever heard of an ematch being set off by RF but, I have heard people mention the possibility many times.
Also, it sucks if you forget to remove the shunt before flight.
Phil